Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.243j (Fall 2003): DYNAMICS OF NONLINEAR SYSTEMS
by A. Megretski
Lecture 7: Finding Lyapunov Functions1
This lecture gives an introduction into basic methods for finding Lyapunov functions and
storage functions for given dynamical systems.
7.1
Convex search for storage functions
The set of all real-valued functions of system state which do not increase along system
trajectories is convex, i.e. closed under the operations of addition and multiplication by a
positive constant. This serves as a basis for a general procedure of searching for Lyapunov
functions or storage functions.
7.1.1
Linearly parameterized storage function candidates
Consider a system model given by discrete time state space equations
x(t + 1) = f (x(t), w(t)), y(t) = g(x(t), w(t)),
(7.1)
where x(t) ≤ X ∀ Rn is the system state, w(t) ≤ W ∀ Rm is system input, y(t) ≤ Y ∀ Rk
is system output, and f : X × W ∈� X, g : X × W ∈� Y are given functions. A functional
V : X ∈� R is a storage function for system (7.1) with supply rate ψ : Y × W ∈� R if
V (x(t + 1)) − V (x(t)) → ψ(y(t))
(7.2)
for every solution of (7.1), i.e. if
V (f (¯
x, w))
¯ − V (¯
x) → ψ(g(¯
x, w),
¯ w)
¯ � x¯ ≤ X, w¯ ≤ W.
1
Version of September 26, 2003
(7.3)
2
In particular, when ψ ∞ 0, this yields the definition of a Lyapunov function.
Finding, for a given supply rate, a valid storage function (or at least proving that one
exists) is a major challenge in constructive analysis of nonlinear systems. The most com­
mon approach is based on considering a linearly parameterized subset of storage function
candidates V defined by
N
V = {V (¯
x) =
φq Vq (¯
x),
(7.4)
q=1
where {Vq } is a fixed set of basis functions, and φk are parameters to be determined. Here
every element of V is considered as a storage function candidate, and one wants to set up
an efficient search for the values of φk which yield a function V satisfying (7.3).
Example 7.1 Consider the finite state automata defined by equations (7.1) with value
sets
X = {1, 2, 3}, W = {0, 1}, Y = {0, 1},
and with dynamics defined by
f (1, 1) = 2, f (2, 1) = 3, f (3, 1) = 1, f (1, 0) = 1, f (2, 0) = 2, f (3, 0) = 2,
g(1, 1) = 1, g(¯
x, w)
¯ = 0 � (¯
x, w)
¯ =
≡ (1, 1).
In order to show that the amount of 1’s in the output is never much larger than one third
of the amount of 1’s in the input, one can try to find a storage function V with supply
rate
ψ(¯
y, w)
¯ = w¯ − 3¯
y.
Taking three basis functions V1 , V2 , V3 defined by
�
1, x¯ = k,
Vk (x̄) =
0, x¯ =
≡ k,
the conditions imposed on φ1 , φ2 , φ3 can be written as the set of six affine inequalities (7.3),
two of which (with (¯
x, w)
¯ = (1, 0) and (¯
x, w)
¯ = (2, 0)) will be satisfied automatically, while
the other four are
x, w)
¯ = (3, 0),
φ2 − φ3 → 1 at (¯
φ2 − φ1 → −2 at (¯
x, w)
¯ = (1, 1),
φ3 − φ2 → 1 at (¯
x, w)
¯ = (2, 1),
φ1 − φ3 → 1 at (¯
x, w)
¯ = (3, 1).
Solutions of this linear program are given by
φ1 = c, φ2 = c − 2, φ3 = c − 1,
3
where c ≤ R is arbitrary. It is customary to normalize storage and Lyapunov functions
so that their minimum equals zero, which yields c = 2 and
φ1 = 2, φ2 = 0, φ3 = 1.
Now, summing the inequalities (7.2) from t = 0 to t = T yields
3
T −1
y(t) → V (x(0)) − V (x(T )) +
t=0
T −1
w(t),
t=0
which is implies the desired relation between the numbers of 1’s in the input and in the
output, since V (x(0)) − V (x(T )) cannot be larger than 2.
7.1.2
Storage functions via cutting plane algorithms
The possibility to reduce the search for a valid storage function to convex optimization,
as demonstrated by the example above, is a general trend. One general situation in which
an efficient search for a storage function can be performed is when a cheap procedure of
checking condition (7.3) (an oracle) is available.
Assume that for every given element V ≤ V it is possible to find out whether condition
(7.3) is satisfied, and, in the case when the answer is negative, to produce a pair of vectors
x¯ ≤ X, w¯
≤ W for which the inequality in (7.3) does not hold. Select a sufficiently large
set T0 (a polytope or an ellipsoid) in the space of parameter vector φ = (φq )N
q =1 (this set
�
will limit the search for a valid storage function). Let φ be the “center” of T0 . Define
V by the φ � , and apply the verification “oracle” to it. If V is a valid storage function,
the search for storage function ends successfully. Otherwise, the “invalidity certificate”
(¯
x, w)
¯ produced by the oracle yields a hyperplane separating φ � and the (unknown) set
of φ defining valid storage functions, thus cutting a substantial portion from the search
set T0 , reducing it to a smaller set T1 . Now re-define φ � as the center of T1 and repeat
the process by constructing a sequence of monotonically decreasing search sets Tk , until
either a valid storage function is found, or Tk shrinks to nothing.
With an appropriate selection of a class of search sets Tk (ellipsoids or polytopes
are most frequently used) and with an adequate definition of a “center” (the so-called
“analytical center” is used for polytopes), the volume of Tk can be made exponentially
decreasing, which constitutes fast convergence of the search algorithm.
7.1.3
Completion of squares
The success of the search procedure described in the previous section depends heavily
on the choice of the basis functions Vk . A major difficulty to overcome is verification of
(7.3) for a given V . It turns out that the only known large linear space of functionals
4
F : Rn ∈� R which admits efficient check of non-negativity of its elements is the set of
quadratic forms
� �∗ � �
x¯
x¯
F (x̄) =
Q
, (Q = Q∗ )
1
1
for which nonnegativity is equivalent to positive semidefiniteness of the coefficient matrix
Q.
This observation is exploited in the linear-quadratic case, when f, g are linear functions
f (¯
x, w)
¯ = A¯
x + B w,
¯ g(¯
x, w)
¯ = C x¯ + Dw,
¯
and ψ is a quadratic form
ψ(¯
x, w)
¯ =
�
x¯
w¯
�∗
�
�
x¯
w¯
�
.
Then it is natural to consider quadratic storage function candidates
V (¯
x) = x¯∗ P x¯
only, and (7.3) transforms into the (symmetric) matrix inequality
�
�
P A + A∗ P P B
→ �.
B∗P
0
(7.5)
Since this inequality is linear with respect to its parameters P and �, it can be solved
relatively efficiently even when additional linear constraints are imposed on P and �.
Note that a quadratic functional is non-negative if and only if it can be represented as
a sum of squares of linear functionals. The idea of checking non-negativity of a functional
by trying to represent it as a sum of squares of functions from a given linear set can be
used in searching for storage functions of general nonlinear systems as well. Indeed, let
Ĥ : Rn × Rm ∈� RM and V̂ : Rn ∈� RN be arbitrary vector-valued functions. For every
φ ≤ RN , condition (7.3) with
x) = φ ∗ V̂ (¯
V (¯
x)
is implied by the identity
ˆ x, w)
ˆ x, w)
φ ∗ V̂ (f (¯
x, w))
¯ − φ ∗ Vˆ (¯
x) + H(¯
¯ ∗ S H(¯
¯ = ψ(¯
x, w)
¯ � x¯ ≤ X, w¯ ≤ W,
(7.6)
as long as S = S ∗ ∗ 0 is a positive semidefinite symmetric matrix. Note that both the
storage function candidate parameter φ and the “sum of squares” parameter S = S ∗ ∗ 0
enter constraint (7.6) linearly. This, the search for a valid storage function is reduced to
semidefinite program.
In practice, the scalar components of vector Ĥ should include enough elements so that
identity (7.6) can be achieved for every φ ≤ RN by choosing an appropriate S = S ∗ (not
necessarily positivie semidefinite). For example, if f, g, ψ are polynomials, it may be a
good idea to use a polynomial V̂ and to define Ĥ as the vector of monomials up to a given
degree.
5
7.2
Storage functions with quadratic supply rates
As described in the previous section, one can search for storage functions by considering
linearly parameterized sets of storage function candidates. It turns out that storage
functions derived for subsystems of a given system can serve as convenient building blocks
(i.e. the components Vq of V̂ ). Indeed, assume that Vq = Vq (x(t)) are storage functions
with supply rates ψq = ψq (z(t)). Typically, z(t) includes x(t) as its component, and has
some additional elements, such as inputs, outputs, and othe nonlinear combinations of
system states and inputs. If the objective is to find a storage function V� with a given
supply rate ψ� , one can search for V� in the form
V (x(t)) =
N
Vq (x(t)), φq ∗ 0,
(7.7)
q=1
where φq are the search parameters. Note that in this case it is known a-priori that every
V� in (7.7) is a storage function with supply rate
ψ(z(t)) =
N
φq ψq (z(t)).
(7.8)
q=1
Therefore, in order to find a storage function with supply rate ψ� = ψ� (z(t)), it is sufficient
to find φq ∗ 0 such that
N
φ1 ψq (¯
z) → ψ� (¯
z) � z.
¯
(7.9)
q=1
When ψ� , ψq are generic functions, even this simplified task can be difficult. However, in
the important special case when ψ� and ψq are quadratic functionals, the search for φq in
(7.9) becomes a semidefinite program.
In this section, the use of storage functions with quadratic supply rates is discussed.
7.2.1
Storage functions for LTI systems
A quadratic form V (¯
x) = x¯∗ P x¯ is a storage function for LTI system
ẋ = Ax + Bw
(7.10)
with quadratic supply rate
ψ(¯
x, w)
¯ =
�
x¯
w¯
�∗
�
�
x¯
w¯
�
if and only if matrix inequality (7.5) is satisfied.
The well-known Kalman-Popov-Yakubovich Lemma, or positive real lemma gives useful
frequency domain condition for existence of such P = P ∗ for given A, B, �.
6
Theorem 7.1 Assume that the pair (A, B) is controllable. A symmetric matrix P = P ∗
satisfying (7.5) exists if and only if
�
�∗ �
�
x̄
x̄
�
∗ 0 whenever jσx̄ = Ax̄ + B w̄ for some σ ≤ R.
(7.11)
w̄
w̄
Moreover, if there exists a matrix K such that A + BK is a Hurwitz matrix, and
�
�∗ �
�
I
I
�
→ 0,
K
K
then all such matrices P = P ∗ are positive semidefinite.
Example 7.2 Let G(s) = C(sI − A)−1 B + D be a stable transfer function (i.e. matrix
A is a Huewitz matrix) with a controllable pair (A, B). Then |G(jσ)| → 1 for all σ ≤ R
if and only if there exists P = P ∗ ∗ 0 such that
2¯
x∗ P (A¯
x + B w)
¯ → |w|
¯ 2 − |C x¯ + Dw|
¯ 2 � x¯ ≤ Rn , w
¯ ≤ Rm .
This can be proven by applying Theorem 7.1 with
x, w)
¯ = |w|
ψ(¯
¯ 2 − |C x¯ + Dw|
¯2
and K = 0.
7.2.2
Storage functions for sector nonlinearities
Whenever two components v = v(t) and w = w(t) of the system trajectory z = z(t)
are related in such a way that the pair (v(t), w(t)) lies in the cone between the two lines
w = k1 v and v = k2 v, V ∞ 0 is a storage function for
ψ(z(t)) = (w(t) − k1 v(t))(k2 v(t) − w(t)).
For example, if w(t) = v(t)3 then ψ(z(t)) = v(t)w(t). If w(t) = sin(t) sin(v(t)) then
ψ(z(t)) = |v(t)|2 − |w(t)|2 .
7.2.3
Storage for scalar memoryless nonlinearity
Whenever two components v = v(t) and w = w(t) of the system trajectory z = z(t) are
related by w(t) = �(v(t)), where � : R ∈� R is an integrable function, and v(t) is a
component of system state, V (x(t)) = �(v(t)) is a storage function with supply rate
ψ(z(t)) = v̇(t)w(t),
where
�(y) =
�
y
�(φ )dφ.
0
7
7.3
Implicit storage functions
A number of important results in nonlinear system analysis rely on storage functions for
which no explicit formula is known. It is frequently sufficient to provide a lower bound for
the storage function (for example, to know that it takes only non-negative values), and
to have an analytical expression for the supply rate function ψ.
In order to work with such “implicit” storage functions, it is helpful to have theorems
which guarantee existence of non-negative storage functions for a given supply rate. In this
regard, Theorem 7.1 can be considered as an example of such result, stating existence of
a storage function for a linear and time invariant system as an implication of a frequencydependent matrix inequality. In this section we present a number of such statements
which can be applied to nonlinear systems.
7.3.1
Implicit storage functions for abstract systems
Consider a system defined by behavioral set B = {z} of functions z : [0, ⊂) ∈� R q . As
usually, the system can be autonomous, in which case z(t) is the output at time t, or with
an input, in which case z(t) = [v(t); w(t)] combines vector input v(t) and vector output
w(t).
Theorem 7.2 Let ψ : Rq ∈� R be a function and let B be a behavioral set, consisting of
some functions z : [0, ⊂) ∈� Rq . Assume that the composition ψ(z(t)) is integrable over
every bounded interval (t0 , t1 ) in R+ for all z ≤ B. For t0 , t ≤ R+ define
� t
I(z, t0 , t) =
ψ(z(φ ))dφ.
t0
The following conditions are equivalent:
(a) for every z0 ≤ B and t0 ≤ R+ the set of values I(z, t0 , t), taken for all t ∗ t0 and
for all z ≤ B defining same state as z0 at time t0 , is bounded from below;
(b) there exists a non-negative storage function V : B ×R+ ∈� R+ (such that V (z1 , t) =
V (z2 , t) whenever z1 and z2 define same state of B at time t) with supply rate ψ.
Moreover, when condition (a) is satisfied, a storage function V from (b) can be defined by
V (z0 (·), t0 ) = − inf I(z, t0 , t),
(7.12)
where the infimum is taken over all t ∗ t0 and over all z ≤ B defining same state as z0 at
time t0 .
Proof Implication (b)≥(a) follows directly from the definition of a storage function,
which requires
V (z0 , t1 ) − V (z0 , t0 ) → I(z, t0 , t1 )
(7.13)
8
for t1 ∗ t0 , z0 ≤ B. Combining this with V ∗ 0 yields
I(z, t0 , t1 ) ∗ −V (z, t0 ) = −V (z0 , t0 )
for all z, z0 defining same state of B at time t0 .
Now let us assume that (a) is valid. Then a finite infimum in (7.12) exists (as an
infimum over a non-empty set bounded from below) and is not positive (since I(z0 , t0 , t0 ) =
0). Hence V is correctly defined and not negative. To finish the proof, let us show that
(7.13) holds. Indeed, if z1 defines same state as z0 at time t1 then
�
z0 (t), t → t1 ,
z01 (t) =
z1 (t), t > t1
defines same state as z0 at time t0 < t1 (explain why). Hence the infimum of I(z, t0 , t) in
the definition of V is not larger than the infimum of integrals of all such z 01 , over intervals
of length not smaller than t1 − t0 . These integrals can in turn be decomposed into two
integrals
I(z01 , t0 , t) = I(z0 , t0 , t1 ) + I(z1 , t1 , t),
which yields the desired inequality.
7.3.2
Storage functions for ODE models
As an important special case of Theorem 7.2, consider the ODE model
ẋ(t) = f (x(t), w(t)),
(7.14)
defined by a function f : X × W ∈� Rn , where X, W are subsets of Rn and Rm
respectively. Cxonsider the behavior model B consisting of all functions z(t) = [x(t); v(t)]
where x : [0, ⊂) ∈� X is a solution of (7.14). In this case, two signals z1 = [x1 ; v1 ] and
z2 = [x2 ; v2 ] define same state of B at time t0 if and only if x1 (t0 ) = x2 (t0 ). Therefore,
according to Theorem 7.2, for a given function ψ : X × W ∈� R, existence of a function
V : X × R+ ∈� R+ such that
� t2
V (x(t2 ), t2 ) − V (x(t1 ), t1 ) →
ψ(x(t), v(t))dt
t1
for all 0 → t1 → t2 , [x; v] ≤ B is equivalent to finiteness of the infimum of the integrals
� t
ψ(x(φ ), v(φ ))dφ
t0
over all solutions of (7.14) with a fixed x(t0 ) = x̄0 which can be extended to the time
interval [0, ⊂).
9
In the case when X = Rn , and f : Rn ∈� Rn is such that existence and uniqueness
of solutions x : [0, ⊂) ∈� Rn is guaranteed for all locally integrable inputs w : [0, ⊂) ∈�
W and all initial conditions x(t0 ) = x̄0 ≤ Rn , the infimum in (7.12) (and hence, the
corresponding storage function) do not depend on time. If, in addition, f is continuous
and V is continuously differentiable, the well-known dynamic programming condition
lim
inf
��0,�>0 w→W,¯
x0 )
¯
x→B� (¯
{ψ(¯
x, w)−⇒V
¯
(¯
x)f (¯
x, w)}0
¯
→ inf {ψ(¯
x0 , w)−⇒V
¯
(¯
x0 )f (¯
x0 , w)}
¯ � x¯0 ≤ Rn
w→W
¯
(7.15)
will be satisfied. However, using (7.15) requires a lot of caution in most cases, since, even
for very smooth f, ψ, the resulting storage function V does not have to be differentiable.
7.3.3
Zames-Falb quadratic supply rate
A non-trivial and powerful case of an implicitly defined storage function with a quadratic
supply rate was introduced in late 60-s by G. Zames and P. Falb.
Theorem 7.3 Let A, B, C be matrices such that A is a Hurwitz matrix, and
� �
|CeAt B|dt < 1.
0
Let � : R ∈� R be a monotonic odd function such that
0 → w�(
¯ w)
¯ → |w|
¯ 2 � w¯ ≤ R.
Then for all � < 1 system
ẋ(t) = Ax(t) + Bw(t)
has a non-negative storage function with supply rate
ψ+ (¯
x, w)
¯ = (w¯ − ��(w))(
¯ w¯ − C x),
¯
and system
ẋ(t) = Ax(t) + B(w(t) − ��(w(t))
has a non-negative storage function with supply rate
ψ− (¯
x, w)
¯ = (w¯ − ��(w)
¯ − C x)
¯ w.
¯
The proof of Theorem 7.3 begins with establishing that, for every function h : R ∈� R
with L1 norm not exceeding 1, and for every square integrable function w : R ∈� R the
integral
�
�
(w(t) − �(w(t)))y(t)dt,
−�
where y = h � w, is non-negative. This verifies that the assumptions of Theorem 7.2
are satisfied, and proves existence of the corresponding storage function without actually
finding it. Combining the Zames-Falb supply rate with the statement of the KalmanYakubovich-Popov lemma yields the following stability criterion.
10
Theorem 7.4 Assume that matrices Ap , Bp , Cp are such that Ap is a Hurwitz matrix,
and there exists γ > 0 such that
Re(1 − G(jσ))(1 − H(jσ)) ∗ γ � σ ≤ R,
where H is a Fourier transform of a function with L1 norm not exceeding 1, and
G(s) = Cp (sI − Ap )−1 Bp .
Then system
ẋ(t) = Ap x(t) + Bp �(Cx(t) + v(t))
has finite L2 gain, in the sense that there exists θ > 0 such that
� �
� �
2
2
|x(t)| dt → θ(|x(0)| +
|v(t)|2 dt
0
0
for all solutions.
7.4
Example with cubic nonlinearity and delay
Consider the following system of differential equations2 with an uncertain constant delay
parameter φ :
ẋ1 (t) = −x1 (t)3 − x2 (t − φ )3
ẋ2 (t) = x1 (t) − x2 (t)
(7.16)
(7.17)
Analysis of this system is easy when φ = 0, and becomes more difficult when φ is an
arbitrary constant in the interval [0, φ0 ]. The system is not exponentially stable for any
value of φ . Our objective is to show that, despite the absence of exponential stability, the
method of storage functions with quadratic supply rates works.
The case φ = 0
For φ = 0, we begin with describing (7.16),(7.17) by the behavior set
Z = {z = [x1 ; x2 ; w1 ; w2 ]},
where
w1 = x31 , w2 = x32 , ẋ1 = −w1 − w2 , ẋ2 = x1 − x2 .
Quadratic supply rates for which follow from the linear equations of Z are given by
�
�∗ �
�
x1
−w1 − w2
ψLT I (z) = 2
P
,
x2
x1 − x 2
2
Suggested by Petar Kokotovich
11
where P = P ∗ is an arbitrary symmetric 2-by-2 matrix defining storage function
VLT I (z(·), t) = x(t)∗ P x(t).
Among the non-trivial quadratic supply rates ψ valid for Z, the simplest are defined by
ψN L (z) = d1 x1 w1 + d2 x2 w2 + q1 w1 (−w1 − w2 ) + q2 w2 (x1 − x2 ),
with the storage function
VN L (z(·), t) = 0.25(q1 x1 (t)4 + q2 x2 (t)4 ),
where dk ∗ 0. It turns out (and is easy to verify) that the only convex combinations of
these supply rates which yield ψ → 0 are the ones that make ψ = ψLT I + ψN L = 0, for
example
�
�
0.5 0
P =
,
d1 = d2 = q2 = 1,
q1 = 0.
0 0
The absence of strictly negative definite supply rates corresponds to the fact that the
system is not exponentially stable. Nevertheless, a Lyapunov function candidate can be
constructed from the given solution:
V (x) = x∗ P x + 0.25(q1 x41 + q2 x24 ) = 0.5x12 + 0.25x24 .
This Lyapunov function can be used along the standard lines to prove global asymptotic
stability of the equilibrium x = 0 in system (7.16),(7.17).
7.4.1
The general case
Now consider the case when φ ≤ [0, 0.2] is an uncertain parameter. To show that the
delayed system (7.16),(7.17) remains stable when φ → 0.2, (7.16),(7.17) can be represented
by a more elaborate behavior set Z = {z(·)} with
z = [x1 ; x2 ; w1 ; w2 ; w3 ; w4 ; w5 ; w6 ] ≤ R8 ,
satisfying LTI relations
ẋ1 = −w1 − w2 + w3 , ẋ2 = x1 − x2
and the nonlinear/infinite dimensional relations
w1 (t) = x31 , w2 = x23 , w3 = x32 − (x2 + w4 )3 ,
w4 (t) = x2 (t − φ ) − x2 (t), w5 = w43 , w6 = (x1 − x2 )3 .
Some additional supply rates/storage functions are needed to bound the new variables.
These will be selected using the perspective of a small gain argument. Note that the
12
perturbation w4 can easily be bounded in terms of ẋ2 = x1 − x2 . In fact, the LTI system
with transfer function (exp(−φ s) − 1)/s has a small gain (in almost any sense) when φ is
small. Hence a small gain argument would be applicable provided that the gain “from w 4
to ẋ2 ” could be bounded as well.
It turns out that the L2 -induced gain from w4 to ẋ2 is unbounded. Instead, we can
use the L4 norms. Indeed, the last two components w5 , w6 of w were introduced in order
to handle L4 norms within the framework of quadratic supply rates. More specifically, in
addition to the usual supply rate
�
�
�∗ �
−w1 − w2 + w3
x1
,
ψLT I (z) = 2
P
x1 − x 2
x2
the set Z has supply rates
ψ(z) =d1 x1 w1 + d2 x2 w2 + q1 w1 (−w1 − w2 + w3 ) + q2 w2 (x1 − x2 )
+ d3 [0.99(x1 w1 + x2 w2 ) − x1 w3 + 2.54 w4 w5 − 0.54 (x1 − x2 )w6 ]
+ q3 [0.24 (x1 − x2 )w6 − w4 w5 ],
di ∗ 0. Here the supply rates with coefficients d1 , d2 , q1 , q2 are same as before. The term
with d3 , based on a zero storage function, follows from the inequality
�
�4 �
�4
5w4
x1 − x 2
4
4
3
3
0.99(x1 + x2 ) − x1 (x2 − (x2 + w4 ) ) +
−
∗0
2
2
(which is satisfied for all real numbers x1 , x2 , w4 , and can be checked numerically).
The term with q3 follows from a gain bound on the transfer function G� (s) = (exp(−φ s)−
1)/s from x1 − x2 to w4 . It is easy to verify that the L1 norm of its impulse response
equals φ , and hence the L4 induced gain of the causal LTI system with transfer function
G� will not exceed 1. Consider the function
�� t
�4 �
� ��
�
�
Vd (v(·), T ) = − inf
0.24 |v1 (t)|4 − ��
v1 (r)dr �� dt,
(7.18)
T
t−�
where the infimum is taken over all functions v1 which are square integrable on (0, ⊂)
and such that v1 (t) = v(t) for t → T . Because of the L4 gain bound of G� with φ ≤ [0, 0.2]
does not exceed 0.2, the infimum in (7.18) is bounded. Since we can always use v1 (t) = 0
for t > T , the infimum is non-positive, and hence Vd is non-negative. The IQC defined
by the “q3 ” term holds with V� = q3 Vd (x1 − x2 , t).
Let
ψ0 (z) = −0.01(x1 w1 + x2 w2 ) = −0.01(x41 + x24 ),
which reflects our intention to show that x1 , x2 will be integrable with fourth power over
(0, ⊂). Using
�
�
0.5 0
P =
, d1 = d2 = 0.01, d3 = q2 = 1, q1 = 0, q3 = 2.54
0 0
13
yields a Lyapunov function
V (xe (t)) = 0.5x1 (t)2 + 0.25x2 (t)4 + 2.54 Vd (x1 − x2 , t),
where xe is the “total state” of the system (in this case, xe (T ) = [x(T ); vT (·)], where
vT (·) ≤ L2 (0, φ ) denotes the signal v(t) = x1 (T − φ + t) − x2 (T − φ + t) restricted to the
interval t ≤ (0, φ )). It follows that
dV (xe (t))
→ −0.01(x1 (t)4 + x2 (t)4 ).
dt
On the other hand, we saw previously that V (xe (t)) ∗ 0 is bounded from below. There­
fore, x1 (·), x2 (·) ≤ �4 (fourth powers of x1 , x2 are integrable over (0, ⊂)) as long as the
initial conditions are bounded. Thus, the equilibrium x = 0 in system (7.16),(7.17) is
stable for 0 → φ → 0.2.